Runway

Notes

3327 observations, newest first
XLF 06UTC American-priced affordable legs part 20/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF261009C00064000",0.03,0.05,0.1744,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.08557684995056658,[0.003049276138514088,0.0020725835204189087,0.007521852454882744,0.0054390565487666635,0.00025000747311669025,0.00014173641600239196],-0.051858263583997616,{"ap":0.05,"as":69,"ax":"U","bp":0.03,"bs":53,"bx":"C","c":" ","t":"2026-09-04T19:59:59.852946735Z"},{"delta":0.0349,"gamma":0.0261,"rho":0.0017,"theta":-0.0039,"vega":0.013}],["XLF261016C00075000",0.03,0.05,0.3583,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[1.848678969836571e-11,7.686710254114657e-12,1.3351424792624211e-09,6.471644883115623e-10,2.3229436153111226e-17,6.0220269102915436e-18],-0.052,{"ap":0.05,"as":41,"ax":"U","bp":0.03,"bs":22,"bx":"D","c":" ","t":"2026-09-04T19:59:58.700816661Z"},{"delta":0.0172,"gamma":0.0063,"rho":0.001,"theta":-0.0039,"vega":0.008}],["XLF260915P00052000",0.03,0.07,0.4498,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01986843105939615,[2.7810168444539664e-12,4.072930623447404e-12,2.368543532157737e-10,3.242166281540493e-10,2.3231737512660052e-18,4.1818500203084465e-18],-0.07200000000000001,{"ap":0.07,"as":110,"ax":"C","bp":0.03,"bs":26,"bx":"C","c":" ","t":"2026-09-04T19:59:59.489061162Z"},{"delta":-0.0342,"gamma":0.021,"rho":-0.0004,"theta":-0.0194,"vega":0.0061}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 19/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF261016P00045000",0.01,0.08,0.3887,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[3.3823951413486252e-12,8.148013220758546e-12,3.139807841746043e-10,6.473579763752344e-10,1.8927785340501014e-18,7.352840151652055e-18],-0.082,{"ap":0.08,"as":69,"ax":"U","bp":0.01,"bs":71,"bx":"U","c":"A","t":"2026-09-04T19:59:59.00327059Z"},{"delta":-0.0165,"gamma":0.0056,"rho":-0.001,"theta":-0.0038,"vega":0.0077}],["XLF260918C00064000",0.01,0.05,0.2984,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[3.1321209114832145e-07,2.220208449433206e-07,3.205184189746116e-06,2.4080173036250754e-06,2.4011824197076237e-10,1.41949811998347e-10],-0.05199999985805019,{"ap":0.05,"as":72,"ax":"P","bp":0.01,"bs":35,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.700469918Z"},{"delta":0.0277,"gamma":0.0222,"rho":0.0004,"theta":-0.0093,"vega":0.0061}],["XLF260918P00052000",0.03,0.06,0.37,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[2.8684236500434057e-09,4.235512754574495e-09,7.080307893372778e-08,9.747367120938713e-08,1.8285894038667783e-13,3.313151524929156e-13],-0.06199999999981714,{"ap":0.06,"as":764,"ax":"E","bp":0.03,"bs":555,"bx":"E","c":"A","t":"2026-09-04T19:59:58.674668623Z"},{"delta":-0.0317,"gamma":0.02,"rho":-0.0005,"theta":-0.0125,"vega":0.0068}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 18/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF261009P00047000",0.01,0.08,0.366,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.08557684995056658,[1.420597757316969e-10,2.967941673529812e-10,6.531189977256418e-09,1.196298093462287e-08,9.978327469041033e-16,3.09195677399253e-15],-0.081999999999999,{"ap":0.08,"as":45,"ax":"C","bp":0.01,"bs":89,"bx":"S","c":"A","t":"2026-09-04T19:59:59.515068217Z"},{"delta":-0.0192,"gamma":0.0075,"rho":-0.001,"theta":-0.0045,"vega":0.0079}],["XLF261009P00040000",0.03,0.06,0.5967,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.08557684995056658,[1.1110653764590091e-30,3.8874330013807325e-30,1.061555389801441e-24,2.971588640120341e-24,0.0,0.0],-0.062,{"ap":0.06,"as":51,"ax":"U","bp":0.03,"bs":16,"bx":"P","c":" ","t":"2026-09-04T19:59:59.592098088Z"},{"delta":-0.0122,"gamma":0.0031,"rho":-0.0006,"theta":-0.0051,"vega":0.0053}],["XLF260915C00060000",0.06,0.08,0.1787,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01986843105939615,[0.01394256194540119,0.012052499815973906,0.023818744189452627,0.021034775422609155,0.00323005336390611,0.0026204938806240236],-0.07937950611937598,{"ap":0.08,"as":414,"ax":"E","bp":0.06,"bs":208,"bx":"E","c":"A","t":"2026-09-04T19:59:59.323405845Z"},{"delta":0.1032,"gamma":0.1249,"rho":0.0011,"theta":-0.019,"vega":0.0145}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 17/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF260917P00052000",0.01,0.08,0.3898,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.025344132633660355,[4.598543432222023e-10,6.761555370954506e-10,1.6244773686778044e-08,2.233386062057613e-08,9.086896733908743e-15,1.643228500403115e-14],-0.08199999999999091,{"ap":0.08,"as":64,"ax":"C","bp":0.01,"bs":51,"bx":"C","c":" ","t":"2026-09-04T19:59:58.700413519Z"},{"delta":-0.0317,"gamma":0.02,"rho":-0.0005,"theta":-0.0139,"vega":0.0065}],["XLF261002C00063000",0.04,0.05,0.1758,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06641189444064187,[0.003988936255381709,0.002874792725523874,0.009127520075576108,0.006927099236547822,0.0003881130355937207,0.00023987802223308534],-0.05176012197776692,{"ap":0.05,"as":221,"ax":"C","bp":0.04,"bs":192,"bx":"C","c":"A","t":"2026-09-04T19:59:58.684230999Z"},{"delta":0.0428,"gamma":0.0348,"rho":0.0016,"theta":-0.0052,"vega":0.0136}],["XLF260914C00061000",0.03,0.07,0.2443,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01713058027226405,[0.00035646484640651266,0.000295176164472614,0.001076522409035978,0.0009191308073192291,1.4432500404523567e-05,1.0897291322521247e-05],-0.07198910270867749,{"ap":0.07,"as":222,"ax":"C","bp":0.03,"bs":152,"bx":"D","c":" ","t":"2026-09-04T19:59:59.17265888Z"},{"delta":0.0639,"gamma":0.0688,"rho":0.0006,"theta":-0.0193,"vega":0.0093}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 16/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF260917P00051000",0.03,0.07,0.4539,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.025344132633660355,[3.8475502012460724e-13,6.029487774232735e-13,4.8375431720940835e-11,7.003741017619926e-11,9.348094477121523e-20,1.8626108135143892e-19],-0.07200000000000001,{"ap":0.07,"as":59,"ax":"U","bp":0.03,"bs":6,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.663554378Z"},{"delta":-0.0304,"gamma":0.0166,"rho":-0.0004,"theta":-0.0156,"vega":0.0063}],["XLF260916P00053000",0.01,0.08,0.3538,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.022606281846528253,[3.344164763475662e-08,4.622971840466319e-08,5.035691999039972e-07,6.58231069535214e-07,8.340920310413839e-12,1.3704145303624465e-11],-0.08199999999165908,{"ap":0.08,"as":369,"ax":"C","bp":0.01,"bs":239,"bx":"C","c":"A","t":"2026-09-04T19:59:58.674504219Z"},{"delta":-0.0364,"gamma":0.0262,"rho":-0.0005,"theta":-0.015,"vega":0.0069}],["XLF260917P00053000",0.01,0.04,0.3016,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.025344132633660355,[1.5889572711376953e-07,2.2004382962421357e-07,1.7809586288344118e-06,2.332273658907476e-06,9.159348282085223e-11,1.5106297138316441e-10],-0.04199999990840652,{"ap":0.04,"as":126,"ax":"S","bp":0.01,"bs":114,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.684080086Z"},{"delta":-0.0238,"gamma":0.0204,"rho":-0.0003,"theta":-0.0085,"vega":0.0051}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 15/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF261002P00046000",0.01,0.07,0.4424,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06641189444064187,[1.3980319576258693e-15,3.0979961888231522e-15,5.445905041389533e-13,1.0509825933457485e-12,4.5984020631591116e-24,1.5815307015974015e-23],-0.07200000000000001,{"ap":0.07,"as":160,"ax":"E","bp":0.01,"bs":67,"bx":"P","c":"A","t":"2026-09-04T19:59:59.003096468Z"},{"delta":-0.0163,"gamma":0.0062,"rho":-0.0006,"theta":-0.0055,"vega":0.0061}],["XLF260911C00060500",0.01,0.03,0.249,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.008917027910867747,[4.1724408504481024e-05,3.583440726582493e-05,0.00016732746455406556,0.00014736191261327666,7.154920692292874e-07,5.700096688649761e-07],-0.03199942999033113,{"ap":0.03,"as":853,"ax":"E","bp":0.01,"bs":514,"bx":"W","c":"A","t":"2026-09-04T19:59:58.674327263Z"},{"delta":0.0383,"gamma":0.0635,"rho":0.0002,"theta":-0.0184,"vega":0.0044}],["XLF260918P00053500",0.01,0.07,0.2841,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[5.296959662281073e-06,7.148886944426992e-06,3.2212408934958096e-05,4.130441546925075e-05,2.205259696965201e-08,3.4719349791903686e-08],-0.07199997794740304,{"ap":0.07,"as":824,"ax":"E","bp":0.01,"bs":867,"bx":"E","c":"A","t":"2026-09-04T19:59:58.674703618Z"},{"delta":-0.0362,"gamma":0.0291,"rho":-0.0006,"theta":-0.0107,"vega":0.0076}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 14/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF260930P00050000",0.04,0.08,0.3399,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[5.062836836841967e-08,8.608595539514761e-08,7.685665259681107e-07,1.1920241629251715e-06,1.1996357370256335e-11,2.7101642400880935e-11],-0.08199999998800364,{"ap":0.08,"as":784,"ax":"E","bp":0.04,"bs":814,"bx":"E","c":"A","t":"2026-09-04T19:59:58.674860733Z"},{"delta":-0.0309,"gamma":0.0144,"rho":-0.0011,"theta":-0.0075,"vega":0.0099}],["XLF260915C00061000",0.01,0.04,0.1964,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01986843105939615,[0.0008303259584862866,0.0006853870739846516,0.0021708548280536216,0.0018462860795238672,5.082047896521253e-05,3.824060225274666e-05],-0.04196175939774725,{"ap":0.04,"as":351,"ax":"E","bp":0.01,"bs":329,"bx":"W","c":"A","t":"2026-09-04T19:59:59.643907314Z"},{"delta":0.0396,"gamma":0.0541,"rho":0.0004,"theta":-0.0099,"vega":0.0069}],["XLF260925C00062000",0.04,0.08,0.1867,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[0.0047494911661412655,0.003638488492954708,0.010052012777957023,0.00801997559838874,0.0005401611622952133,0.0003653734088710238],-0.08163462659112898,{"ap":0.08,"as":164,"ax":"E","bp":0.04,"bs":288,"bx":"C","c":"A","t":"2026-09-04T19:59:58.088367045Z"},{"delta":0.0604,"gamma":0.0511,"rho":0.0016,"theta":-0.0086,"vega":0.015}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 13/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF261009C00065000",0.03,0.04,0.1934,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.08557684995056658,[0.0007113485754162201,0.00046305105471739025,0.0021603985511603283,0.0015062159213499605,2.7553797980801776e-05,1.454335853126342e-05],-0.04198545664146874,{"ap":0.04,"as":51,"ax":"C","bp":0.03,"bs":57,"bx":"U","c":" ","t":"2026-09-04T19:59:59.855812623Z"},{"delta":0.0284,"gamma":0.0198,"rho":0.0014,"theta":-0.0036,"vega":0.011}],["XLF260911P00056000",0.04,0.06,0.2849,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.008917027910867747,[0.00011000897646007786,0.0001265755399044781,0.00037797258278197244,0.000424962055153079,3.0544841127002063e-06,3.7692764666112067e-06],-0.061996945515887296,{"ap":0.06,"as":366,"ax":"W","bp":0.04,"bs":404,"bx":"W","c":"A","t":"2026-09-04T19:59:58.684049742Z"},{"delta":-0.0738,"gamma":0.0932,"rho":-0.0004,"theta":-0.0346,"vega":0.0074}],["XLF260916C00063000",0.01,0.03,0.2698,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.022606281846528253,[1.3527206366647873e-06,1.0111973307684393e-06,1.0405947254008747e-05,8.162451332690092e-06,2.6760260958146095e-09,1.7209438183202281e-09],-0.03199999827905618,{"ap":0.03,"as":64,"ax":"U","bp":0.01,"bs":1,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.682548068Z"},{"delta":0.0233,"gamma":0.0238,"rho":0.0003,"theta":-0.0081,"vega":0.0047}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 12/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF261016P00048000",0.02,0.05,0.2921,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[1.3178572998591428e-07,2.594573404335148e-07,1.7705697715016089e-06,3.0986367513219804e-06,4.396377558322841e-11,1.245441935982901e-10],-0.05199999995603623,{"ap":0.05,"as":531,"ax":"W","bp":0.02,"bs":686,"bx":"E","c":"A","t":"2026-09-04T19:59:58.655337618Z"},{"delta":-0.0172,"gamma":0.0078,"rho":-0.0011,"theta":-0.003,"vega":0.008}],["XLF261009P00045000",0.03,0.04,0.4137,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.08557684995056658,[1.1867414212072463e-14,2.859679529578854e-14,3.8544049872172386e-12,7.89943113580582e-12,2.1209962456361226e-22,8.231821194720751e-22],-0.042,{"ap":0.04,"as":122,"ax":"E","bp":0.03,"bs":62,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.67506395Z"},{"delta":-0.0137,"gamma":0.005,"rho":-0.0007,"theta":-0.0039,"vega":0.0059}],["XLF260925P00050000",0.01,0.03,0.3241,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[8.136007375360661e-10,1.371650778096175e-09,2.4482489801470245e-08,3.775300857870763e-08,1.8691692648455493e-14,4.175590953380757e-14],-0.03199999999998131,{"ap":0.03,"as":107,"ax":"U","bp":0.01,"bs":124,"bx":"U","c":"A","t":"2026-09-04T19:59:59.00288063Z"},{"delta":-0.0137,"gamma":0.0086,"rho":-0.0004,"theta":-0.0041,"vega":0.0044}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 11/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF261016P00039000",0.01,0.06,0.5527,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[1.9852439512023476e-28,7.60250436945275e-28,5.304910555551884e-23,1.596507906071525e-22,1.926295115266086e-50,1.5592293732043523e-49],-0.062,{"ap":0.06,"as":128,"ax":"C","bp":0.01,"bs":100,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.675154831Z"},{"delta":-0.0095,"gamma":0.0025,"rho":-0.0006,"theta":-0.0034,"vega":0.0048}],["XLF261009P00051000",0.06,0.08,0.264,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.08557684995056658,[3.989908257517526e-05,6.458198791786127e-05,0.0001992212348037057,0.0002972464742984699,3.9342555356859994e-07,8.143544389718321e-07],-0.08199960657444644,{"ap":0.08,"as":63,"ax":"S","bp":0.06,"bs":99,"bx":"S","c":" ","t":"2026-09-04T19:59:59.851872963Z"},{"delta":-0.038,"gamma":0.0185,"rho":-0.0019,"theta":-0.0057,"vega":0.014}],["XLF260914P00053000",0.03,0.06,0.4079,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01713058027226405,[3.096651838905825e-10,4.267064099561588e-10,1.1232193587909303e-08,1.461013946894725e-08,5.316445768837268e-15,8.700504774286805e-15],-0.061999999999994684,{"ap":0.06,"as":143,"ax":"P","bp":0.03,"bs":5,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.841208139Z"},{"delta":-0.0365,"gamma":0.0263,"rho":-0.0004,"theta":-0.0201,"vega":0.006}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 10/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF261002C00065000",0.01,0.07,0.2261,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06641189444064187,[0.00011978771680085577,7.887463015485166e-05,0.00047953921391045,0.0003380152341153647,1.8545660523583207e-06,9.87565602734484e-07],-0.07199901243439727,{"ap":0.07,"as":286,"ax":"C","bp":0.01,"bs":77,"bx":"B","c":"A","t":"2026-09-04T19:59:58.684247608Z"},{"delta":0.0311,"gamma":0.0208,"rho":0.0012,"theta":-0.0051,"vega":0.0105}],["XLF260917P00049000",0.03,0.07,0.568,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.025344132633660355,[1.859281302991618e-21,3.316863928999732e-21,1.2956870781961127e-17,2.0772918888567974e-17,1.8310731704022974e-34,4.469973341047026e-34],-0.07200000000000001,{"ap":0.07,"as":46,"ax":"U","bp":0.03,"bs":16,"bx":"U","c":" ","t":"2026-09-04T19:59:59.84195956Z"},{"delta":-0.0248,"gamma":0.0112,"rho":-0.0004,"theta":-0.0166,"vega":0.0053}],["XLF261016P00035000",0.01,0.03,0.6396,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[0.0,0.0,2.5313632191340353e-39,1.0124988083953304e-38,0.0,0.0],-0.032,{"ap":0.03,"as":317,"ax":"E","bp":0.01,"bs":57,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.675109626Z"},{"delta":-0.005,"gamma":0.0012,"rho":-0.0003,"theta":-0.0022,"vega":0.0027}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 9/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF260930C00068000",0.03,0.05,0.3143,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[3.501683456503648e-08,2.0139035614890337e-08,6.052624134337084e-07,3.83112349975003e-07,5.754635910167899e-12,2.463130146368214e-12],-0.05199999999753688,{"ap":0.05,"as":11,"ax":"T","bp":0.03,"bs":6,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.700600516Z"},{"delta":0.0243,"gamma":0.0127,"rho":0.0008,"theta":-0.006,"vega":0.0081}],["XLF261016P00042000",0.01,0.03,0.4288,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[8.706979773103652e-19,2.616397043847936e-18,1.683698451658857e-15,4.15396152491101e-15,1.0741262336575827e-29,5.921329157703839e-29],-0.032,{"ap":0.03,"as":594,"ax":"E","bp":0.01,"bs":118,"bx":"U","c":"A","t":"2026-09-04T19:59:58.675115682Z"},{"delta":-0.0073,"gamma":0.0025,"rho":-0.0005,"theta":-0.0021,"vega":0.0038}],["XLF260915C00062000",0.01,0.07,0.2714,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01986843105939615,[2.2947998052925514e-05,1.8057949834930438e-05,0.00011101540749475507,9.090359542076763e-05,2.211619089139167e-07,1.5416788077184932e-07],-0.07199984583211924,{"ap":0.07,"as":47,"ax":"U","bp":0.01,"bs":11,"bx":"T","c":" ","t":"2026-09-04T19:59:59.665362765Z"},{"delta":0.0452,"gamma":0.0435,"rho":0.0005,"theta":-0.0151,"vega":0.0076}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 8/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF261016C00069000",0.03,0.06,0.2602,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[5.31483601855757e-06,2.8638070438965186e-06,3.815135397155099e-05,2.2823330323104927e-05,1.359661651157775e-08,5.316671215147299e-09],-0.061999994683328785,{"ap":0.06,"as":390,"ax":"A","bp":0.03,"bs":323,"bx":"W","c":"A","t":"2026-09-04T19:59:59.625412241Z"},{"delta":0.0251,"gamma":0.012,"rho":0.0015,"theta":-0.0039,"vega":0.011}],["XLF260915P00051000",0.01,0.06,0.484,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01986843105939615,[2.849067669356161e-16,4.4383956254836384e-16,1.2825815123043047e-13,1.8512841731149738e-13,4.512749515727519e-25,8.965653936897497e-25],-0.062,{"ap":0.06,"as":59,"ax":"U","bp":0.01,"bs":19,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.70035954Z"},{"delta":-0.0234,"gamma":0.0142,"rho":-0.0003,"theta":-0.0153,"vega":0.0045}],["XLF261002P00040000",0.01,0.05,0.6407,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06641189444064187,[1.833609073951792e-41,6.391338161469622e-41,1.9714575287755467e-32,5.492109987089749e-32,0.0,0.0],-0.052000000000000005,{"ap":0.05,"as":48,"ax":"Q","bp":0.01,"bs":30,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.700715474Z"},{"delta":-0.0089,"gamma":0.0025,"rho":-0.0004,"theta":-0.0047,"vega":0.0036}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 7/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF261016C00066000",0.04,0.08,0.2123,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[0.0006050222982388656,0.00037248417833606143,0.0019433117608542508,0.0012941661524641837,2.0390949998334172e-05,9.896632813039535e-06],-0.08199010336718697,{"ap":0.08,"as":353,"ax":"E","bp":0.04,"bs":162,"bx":"C","c":" ","t":"2026-09-04T19:59:59.619217212Z"},{"delta":0.0385,"gamma":0.021,"rho":0.0023,"theta":-0.0046,"vega":0.0157}],["XLF260930P00051000",0.01,0.04,0.2617,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[1.6319951059970951e-06,2.6114664204065517e-06,1.3707925617467769e-05,2.0205421586430127e-05,2.7427243287662807e-09,5.621049358636282e-09],-0.04199999725727568,{"ap":0.04,"as":285,"ax":"I","bp":0.01,"bs":484,"bx":"A","c":" ","t":"2026-09-04T19:59:59.662686693Z"},{"delta":-0.0181,"gamma":0.0119,"rho":-0.0006,"theta":-0.0037,"vega":0.0063}],["XLF260918P00048000",0.01,0.05,0.5489,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[3.354542547012178e-24,6.380730164420085e-24,6.949221847741818e-20,1.1822635465019056e-19,5.607222531673345e-40,1.5264564102265093e-39],-0.052000000000000005,{"ap":0.05,"as":376,"ax":"E","bp":0.01,"bs":156,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.674668623Z"},{"delta":-0.0155,"gamma":0.0074,"rho":-0.0003,"theta":-0.0102,"vega":0.0037}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 6/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF260911P00054500",0.03,0.05,0.419,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.008917027910867747,[8.69527739480643e-10,1.0865261305377163e-09,2.4965634443783238e-08,3.000620680911669e-08,3.7216875350736677e-14,5.238542684574504e-14],-0.051999999999962784,{"ap":0.05,"as":24,"ax":"S","bp":0.03,"bs":13,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.84572288Z"},{"delta":-0.0437,"gamma":0.0419,"rho":-0.0002,"theta":-0.0338,"vega":0.0049}],["XLF261016P00044000",0.01,0.04,0.3849,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[3.6658533680926953e-14,9.527991040427607e-14,7.569185007486047e-12,1.663696248435775e-11,1.1431309757772363e-21,5.0000811453096276e-21],-0.042,{"ap":0.04,"as":66,"ax":"S","bp":0.01,"bs":45,"bx":"C","c":" ","t":"2026-09-04T19:59:59.835547378Z"},{"delta":-0.0098,"gamma":0.0036,"rho":-0.0006,"theta":-0.0024,"vega":0.0049}],["XLF261002P00050000",0.05,0.08,0.3305,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06641189444064187,[1.5553928318726394e-07,2.6572694562206414e-07,1.991686764502398e-06,3.1008768947526752e-06,8.192614005502271e-11,1.8496500341120622e-10],-0.08199999991807386,{"ap":0.08,"as":305,"ax":"W","bp":0.05,"bs":287,"bx":"W","c":" ","t":"2026-09-04T19:59:59.606441767Z"},{"delta":-0.0327,"gamma":0.0148,"rho":-0.0013,"theta":-0.0073,"vega":0.0109}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 5/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF260916P00051000",0.01,0.03,0.4158,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.022606281846528253,[1.7255648812106934e-14,2.6927318812668133e-14,3.9333374843641244e-12,5.6774926177115236e-12,4.324401413712751e-22,8.600993720573703e-22],-0.032,{"ap":0.03,"as":214,"ax":"C","bp":0.01,"bs":23,"bx":"C","c":" ","t":"2026-09-04T19:59:58.700375495Z"},{"delta":-0.0154,"gamma":0.0108,"rho":-0.0002,"theta":-0.0086,"vega":0.0033}],["XLF260911P00055500",0.01,0.05,0.3025,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.008917027910867747,[4.228411894652377e-06,4.994962916219875e-06,2.6298855855489328e-05,3.019954437349562e-05,2.2157929877910583e-08,2.8545631680373955e-08],-0.051999977842070125,{"ap":0.05,"as":341,"ax":"W","bp":0.01,"bs":519,"bx":"W","c":"A","t":"2026-09-04T19:59:58.657270633Z"},{"delta":-0.0453,"gamma":0.0598,"rho":-0.0002,"theta":-0.0251,"vega":0.005}],["XLF261016P00036000",0.01,0.03,0.6073,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[2.8492043497066816e-44,1.4243109557173487e-43,4.07724338178296e-34,1.510899032714359e-33,0.0,0.0],-0.032,{"ap":0.03,"as":328,"ax":"E","bp":0.01,"bs":120,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.675109626Z"},{"delta":-0.0052,"gamma":0.0013,"rho":-0.0003,"theta":-0.0022,"vega":0.0028}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 4/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF260914P00054000",0.01,0.06,0.3233,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01713058027226405,[2.95707023815768e-07,3.836579535320634e-07,2.8477742052022846e-06,3.5389331392054514e-06,2.6163835416694305e-10,3.904408154908759e-10],-0.06199999973836164,{"ap":0.06,"as":239,"ax":"E","bp":0.01,"bs":190,"bx":"D","c":" ","t":"2026-09-04T19:59:59.964053712Z"},{"delta":-0.036,"gamma":0.0329,"rho":-0.0003,"theta":-0.0157,"vega":0.0059}],["XLF260918P00052500",0.03,0.06,0.3435,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[4.5801017291376624e-08,6.560048892868612e-08,6.653164609828745e-07,8.954734928117473e-07,1.2544870302386952e-11,2.169322567165739e-11],-0.06199999998745513,{"ap":0.06,"as":496,"ax":"C","bp":0.03,"bs":454,"bx":"C","c":"A","t":"2026-09-04T19:59:59.166164569Z"},{"delta":-0.0339,"gamma":0.0228,"rho":-0.0006,"theta":-0.0122,"vega":0.0072}],["XLF260918C00062000",0.01,0.02,0.191,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[0.0002965686442437129,0.0002311378929766551,0.0009581838588788527,0.0007773345113864794,9.864043828996741e-06,6.801269651839517e-06],-0.021993198730348162,{"ap":0.02,"as":321,"ax":"W","bp":0.01,"bs":444,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.951789171Z"},{"delta":0.0222,"gamma":0.0288,"rho":0.0003,"theta":-0.005,"vega":0.0051}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 3/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF260930P00046000",0.03,0.06,0.47,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[7.205990334152147e-17,1.593426894200827e-16,4.75131106656872e-14,9.164666443222646e-14,2.2478243288475463e-26,7.695843256022358e-26],-0.062,{"ap":0.06,"as":142,"ax":"P","bp":0.03,"bs":142,"bx":"D","c":" ","t":"2026-09-04T19:59:59.698241107Z"},{"delta":-0.0178,"gamma":0.0066,"rho":-0.0007,"theta":-0.0066,"vega":0.0063}],["XLF260918P00050000",0.01,0.03,0.4207,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[2.1976211702330695e-15,3.676721532884312e-15,8.425059776421226e-13,1.2829572926226892e-12,1.6330392896471809e-23,3.602103636515246e-23],-0.032,{"ap":0.03,"as":484,"ax":"A","bp":0.01,"bs":460,"bx":"D","c":"A","t":"2026-09-04T19:59:59.419411459Z"},{"delta":-0.0138,"gamma":0.0087,"rho":-0.0002,"theta":-0.007,"vega":0.0034}],["XLF260925P00052000",0.01,0.04,0.2588,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[3.11405136052814e-06,4.652491704151213e-06,2.2353984296212395e-05,3.1152455569758996e-05,8.25050965917912e-09,1.516482228893088e-08],-0.041999991749490345,{"ap":0.04,"as":186,"ax":"C","bp":0.01,"bs":202,"bx":"C","c":"A","t":"2026-09-04T19:59:58.68414082Z"},{"delta":-0.0205,"gamma":0.0152,"rho":-0.0006,"theta":-0.0046,"vega":0.0062}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 2/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF261016P00043000",0.01,0.06,0.4318,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[2.1873750232147448e-16,6.100520121468082e-16,1.491484876738464e-13,3.4713959771215726e-13,1.8873816308923907e-25,9.228607351593964e-25],-0.062,{"ap":0.06,"as":106,"ax":"Q","bp":0.01,"bs":107,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.700822459Z"},{"delta":-0.012,"gamma":0.0038,"rho":-0.0008,"theta":-0.0032,"vega":0.0058}],["XLF260914P00055000",0.03,0.07,0.2754,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01713058027226405,[5.8922091655744114e-05,7.229873489503533e-05,0.00023539611242515476,0.00027923406619502424,9.348172598469785e-07,1.2726895767556184e-06],-0.07199906518274016,{"ap":0.07,"as":458,"ax":"E","bp":0.03,"bs":364,"bx":"E","c":"A","t":"2026-09-04T19:59:59.902508026Z"},{"delta":-0.0564,"gamma":0.0553,"rho":-0.0005,"theta":-0.0191,"vega":0.0085}],["XLF261016C00071000",0.03,0.06,0.2966,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[1.1956435938010392e-07,5.890713158500614e-08,1.7333849756635063e-06,9.65004797175444e-07,3.64466843563556e-11,1.2386109014431066e-11],-0.061999999987613894,{"ap":0.06,"as":73,"ax":"U","bp":0.03,"bs":40,"bx":"P","c":"A","t":"2026-09-04T19:59:59.003476571Z"},{"delta":0.0224,"gamma":0.0096,"rho":0.0013,"theta":-0.004,"vega":0.01}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 1/44 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["XLF260925C00065000",0.01,0.02,0.2327,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[5.337957636607222e-06,3.5589509208644712e-06,3.4123716315411526e-05,2.4311565381996776e-05,1.742530891876122e-08,9.415537167040245e-09],-0.021999990584462836,{"ap":0.02,"as":106,"ax":"C","bp":0.01,"bs":38,"bx":"P","c":"A","t":"2026-09-04T19:59:59.734523483Z"},{"delta":0.0148,"gamma":0.0128,"rho":0.0004,"theta":-0.0033,"vega":0.0047}],["XLF260925P00049000",0.01,0.02,0.3478,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[4.193916626569206e-12,7.547654727137226e-12,3.6269289265051867e-10,5.879687372175396e-10,3.692804702004082e-18,9.13191438073682e-18],-0.022,{"ap":0.02,"as":102,"ax":"C","bp":0.01,"bs":113,"bx":"C","c":"A","t":"2026-09-04T19:59:59.497628304Z"},{"delta":-0.0099,"gamma":0.0061,"rho":-0.0003,"theta":-0.0033,"vega":0.0033}],["XLF261016C00070000",0.03,0.06,0.2786,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[8.718897333698216e-07,4.49838660296657e-07,8.503329346638354e-06,4.906794042767634e-06,7.615714392322274e-10,2.7689952244842657e-10],-0.061999999723100475,{"ap":0.06,"as":519,"ax":"E","bp":0.03,"bs":87,"bx":"P","c":"A","t":"2026-09-04T19:59:58.675079649Z"},{"delta":0.0237,"gamma":0.0107,"rho":0.0014,"theta":-0.004,"vega":0.0105}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC hold20 test realized trade audit part 1/1 = 2
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-01-21 05:00:00+00:00","2026-02-19 05:00:00+00:00","52.962909999999994","51.63831","0.4997501249374636","0.4872513967616766","-0.02599745010234512","-25.984457873408417","Closed"],["2026-02-24 05:00:00+00:00","2026-03-24 04:00:00+00:00","50.07002","48.58137","0.48676438886877804","0.47229221954498996","-0.030716498515478852","-29.903395256156706","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold10 test realized trade audit part 1/1 = 4
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-01-21 05:00:00+00:00","2026-02-04 05:00:00+00:00","52.962909999999994","52.99695","0.4997501249374636","0.5000713213040616","-0.00035760742753734165","-0.3574287131807513","Closed"],["2026-02-06 05:00:00+00:00","2026-02-23 05:00:00+00:00","53.42336999999999","51.68826","0.4995714998933636","0.4833461755610567","-0.0334622434900679","-33.43356634026697","Closed"],["2026-02-25 05:00:00+00:00","2026-03-11 04:00:00+00:00","50.85079999999999","49.500449999999994","0.48286307093781033","0.47004057556229956","-0.027541860206722345","-26.597894397515482","Closed"],["2026-03-13 04:00:00+00:00","2026-03-27 04:00:00+00:00","48.73868999999999","48.57138","0.46957076988951485","0.4679588290370349","-0.004431080010562242","-4.161411304004024","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold5 test realized trade audit part 1/1 = 6
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-01-21 05:00:00+00:00","2026-01-28 05:00:00+00:00","52.962909999999994","52.41753","0.4997501249374636","0.4946040005433386","-0.01129224621532307","-11.286602913866139","Closed"],["2026-01-30 05:00:00+00:00","2026-02-06 05:00:00+00:00","52.972919999999995","53.316629999999996","0.4941096437211172","0.4973156294520934","0.005485165344859288","5.420546188600663","Closed"],["2026-02-10 05:00:00+00:00","2026-02-18 05:00:00+00:00","53.29324","51.83811","0.4968185623561112","0.4832533222874421","-0.02829056133573401","-28.110552022137927","Closed"],["2026-02-20 05:00:00+00:00","2026-02-27 05:00:00+00:00","51.64159","51.378569999999996","0.4827703104709826","0.48031147357119014","-0.006090635086952205","-5.88075558378773","Closed"],["2026-03-05 05:00:00+00:00","2026-03-12 04:00:00+00:00","50.85079999999999","48.51144","0.4798314021332999","0.4577570515057245","-0.046981387116820074","-45.08628970886582","Closed"],["2026-03-16 04:00:00+00:00","2026-03-23 04:00:00+00:00","48.878829999999994","49.480470000000004","0.457299523218353","0.4629283339969572","0.011302650861324044","10.337393699974198","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold20 train realized trade audit part 3/3 = 2
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2025-08-08 04:00:00+00:00","2025-09-08 04:00:00+00:00","50.930879999999995","52.22772","0.48265011489263543","0.4949397115970823","0.02445001342996649","23.60160358220449","Closed"],["2025-10-17 04:00:00+00:00","2025-11-14 05:00:00+00:00","51.32127","52.117830000000005","0.4944450192316481","0.5021193251192498","0.014513289519141048","14.35204743081292","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold20 train realized trade audit part 2/3 = 7
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2023-09-27 04:00:00+00:00","2023-10-25 04:00:00+00:00","32.011979999999994","30.71925","0.37961415083668726","0.3642843086585045","-0.04136250288173365","-31.403582815858606","Closed"],["2023-10-27 04:00:00+00:00","2023-11-27 05:00:00+00:00","30.67064","33.736230000000006","0.36392020640096234","0.4002947374032873","0.09890196503887788","71.98484706082085","Closed"],["2024-04-15 04:00:00+00:00","2024-05-13 04:00:00+00:00","39.24921","40.49946","0.39989464271320685","0.41263294437719156","0.03083821725329002","24.664075740834694","Closed"],["2024-05-29 04:00:00+00:00","2024-06-27 04:00:00+00:00","39.47944","39.64032","0.41222051764611933","0.41390032964145945","0.003072994956362354","2.5335031432715787","Closed"],["2024-08-06 04:00:00+00:00","2024-09-04 04:00:00+00:00","39.829789999999996","44.07588","0.41348663615849546","0.45756674481407833","0.10555258174848539","87.28916393006517","Closed"],["2025-03-05 05:00:00+00:00","2025-04-02 04:00:00+00:00","48.878829999999994","48.381569999999996","0.4571094067382546","0.45245908627042913","-0.011168233773189607","-10.210209428754743","Closed"],["2025-04-04 04:00:00+00:00","2025-05-05 04:00:00+00:00","45.25521","48.37158","0.45200685330064516","0.4831330064534083","0.06782769552942088","61.31716644577532","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
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